Financial Soundness Indicators and Banking Crises /

The paper tests the effectiveness of financial soundness indicators (FSIs) as harbingers of banking crises, using multivariate logit models to see whether FSIs, broad macroeconomic indicators, and institutional indicators can indeed predict crisis occurrences. The analysis draws upon a data set of h...

وصف كامل

التفاصيل البيبلوغرافية
المؤلف الرئيسي: Costa Navajas, Matias
مؤلفون آخرون: Thegeya, Aaron
التنسيق: دورية
اللغة:English
منشور في: Washington, D.C. : International Monetary Fund, 2013.
سلاسل:IMF Working Papers; Working Paper ; No. 2013/263
الوصول للمادة أونلاين:Full text available on IMF
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100 1 |a Costa Navajas, Matias. 
245 1 0 |a Financial Soundness Indicators and Banking Crises /  |c Matias Costa Navajas, Aaron Thegeya. 
264 1 |a Washington, D.C. :  |b International Monetary Fund,  |c 2013. 
300 |a 1 online resource (38 pages) 
490 1 |a IMF Working Papers 
500 |a <strong>Off-Campus Access:</strong> No User ID or Password Required 
500 |a <strong>On-Campus Access:</strong> No User ID or Password Required 
506 |a Electronic access restricted to authorized BRAC University faculty, staff and students 
520 3 |a The paper tests the effectiveness of financial soundness indicators (FSIs) as harbingers of banking crises, using multivariate logit models to see whether FSIs, broad macroeconomic indicators, and institutional indicators can indeed predict crisis occurrences. The analysis draws upon a data set of homogeneous indicators comparable across countries over the period 2005 to 2012, leveraging the IMF's FSI database. Results indicate significant correlation between some FSIs and the occurrence of systemic banking crises, and suggest that some indicators are precursors to the occurrence of banking crises. 
538 |a Mode of access: Internet 
700 1 |a Thegeya, Aaron. 
830 0 |a IMF Working Papers; Working Paper ;  |v No. 2013/263 
856 4 0 |z Full text available on IMF  |u http://elibrary.imf.org/view/journals/001/2013/263/001.2013.issue-263-en.xml  |z IMF e-Library